+322.4%
NET vs CNH
+8.4%
+314.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -16.4% | +6.5% | -22.8% | -17.2% |
| 30D | -25.8% | -12.0% | -13.9% | -24.4% |
| 3M | -11.5% | +4.4% | -15.9% | -12.8% |
| 6M | +18.9% | +15.7% | +3.2% | +13.7% |
| YTD | +35.2% | +28.2% | +7.0% | +22.4% |
| 1Y | +14.5% | +14.8% | -0.3% | +7.4% |
| All | +322.4% | +8.4% | +314.0% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling